Faculty Advisor

Ruiz, Carolina.

Abstract

This project explores data mining for temporal associations within the stock market. The system used was a combination of the WPI WEKA data mining system as well as an event identification pre-processing module implemented as an extension of an existing algorithm. This implementation allows for complex templates to be identified in a sequence of numerical data in a more efficient manner than previously described. Applying this system to the financial domain produced a wide variety of descriptive associations.

Publisher

Worcester Polytechnic Institute

Date Accepted

January 2003

Major

Computer Science

Project Type

Major Qualifying Project

Accessibility

Restricted-WPI community only

Advisor Department

Computer Science

Advisor Program

Computer Science

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